LLY 期权链 Eli Lilly and Company

到期日 Cboe delayed options data · 截至 13:04 UTC

每行对应一个行权价。左半部分为call，右半部分为put。买价/卖价为买卖双方当前报价；成交量为本交易日已成交合约数；未平仓量为持仓合约数。高亮行最接近当前股价。

本到期日定价的波动幅度约为 ±28.0% (900.23–1,601.78) · ATM IV 37.2% · P/C 未平仓量 0.92

看涨期权								行权价	认沽期权
买价	提问	成交量	OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated.	IV	ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money).	Γ	Θ		买价	提问	成交量	OI	IV	Δ	Γ	Θ
623.50	638.00		2	44.7%	0.97	0.0001	0.000	640	2.77	8.05	50	57	41.8%	-0.03	0.0001	-0.052
605.50	620.00			44.2%	0.97	0.0001	0.000	660	0.8000	10.80		8	40.7%	-0.03	0.0001	-0.057
587.10	602.00			43.5%	0.96	0.0002	0.000	680	4.00	15.10		30	43.3%	-0.04	0.0002	-0.062
568.00	584.00		15	42.3%	0.96	0.0002	0.000	700	4.00	15.40		162	41.8%	-0.04	0.0002	-0.068
550.10	566.00		3	41.7%	0.95	0.0002	0.000	720	4.00	20.00		40	42.1%	-0.05	0.0002	-0.074
534.00	548.00		2	41.7%	0.95	0.0002	-0.006	740	4.00	17.80		22	39.5%	-0.06	0.0002	-0.081
514.00	532.00		2	40.8%	0.94	0.0002	-0.016	760	4.05	24.00		62	40.3%	-0.06	0.0003	-0.088
499.20	514.00		8	41.0%	0.93	0.0003	-0.025	780	10.40	20.40		29	39.6%	-0.07	0.0003	-0.095
481.50	498.00		11	40.7%	0.92	0.0003	-0.035	800	8.35	28.00		40	39.7%	-0.08	0.0003	-0.102
465.50	482.00		9	40.7%	0.92	0.0003	-0.045	820	12.00	30.00		96	39.7%	-0.09	0.0003	-0.110
449.50	466.00		4	40.6%	0.91	0.0004	-0.055	840	14.00	33.00		40	39.3%	-0.10	0.0004	-0.118
433.00	450.00		7	40.3%	0.90	0.0004	-0.066	860	22.35	30.35		156	39.0%	-0.11	0.0004	-0.126
417.25	433.95		14	40.0%	0.89	0.0004	-0.076	880	20.05	38.00		22	38.6%	-0.12	0.0004	-0.135
403.50	418.00		23	40.1%	0.88	0.0004	-0.087	900	30.15	40.10		306	39.4%	-0.13	0.0005	-0.143
387.50	399.25		13	39.0%	0.86	0.0005	-0.097	920	32.20	42.20	1	33	38.5%	-0.14	0.0005	-0.151
373.50	388.00		27	39.7%	0.85	0.0005	-0.107	940	37.45	47.00		63	38.6%	-0.15	0.0005	-0.160
357.50	374.00		12	39.3%	0.84	0.0005	-0.118	960	39.00	55.15	1	200	38.5%	-0.17	0.0006	-0.168
343.50	360.00		64	39.2%	0.83	0.0006	-0.128	980	49.35	55.50	1	55	38.5%	-0.18	0.0006	-0.176
329.50	346.00		67	39.0%	0.81	0.0006	-0.138	1,000	48.65	63.75		143	37.9%	-0.20	0.0006	-0.184
315.20	332.00		123	38.7%	0.80	0.0006	-0.147	1,020	54.00	69.55		144	37.7%	-0.21	0.0007	-0.192
303.50	318.00		68	38.7%	0.78	0.0007	-0.157	1,040	65.80	75.55	12	80	38.4%	-0.23	0.0007	-0.200
290.10	306.00		8	38.6%	0.77	0.0007	-0.166	1,060	70.00	80.00	15	296	37.7%	-0.24	0.0007	-0.207
277.75	294.00		75	38.5%	0.75	0.0007	-0.174	1,080	76.25	86.25	4	16	37.4%	-0.26	0.0008	-0.214
265.70	282.00		44	38.4%	0.74	0.0007	-0.182	1,100	85.30	92.65	10	133	37.5%	-0.28	0.0008	-0.220
253.25	270.00	7	37	38.2%	0.72	0.0008	-0.190	1,120	89.75	105.45		22	37.6%	-0.29	0.0008	-0.226
244.00	258.00	2	47	38.3%	0.70	0.0008	-0.197	1,140	96.00	113.60	2	63	37.3%	-0.31	0.0008	-0.232
232.00	248.00		34	38.2%	0.69	0.0008	-0.204	1,160	104.00	122.00		54	37.2%	-0.33	0.0009	-0.237
222.00	236.00		48	38.0%	0.67	0.0008	-0.210	1,180	114.00	129.45	4	87	37.1%	-0.35	0.0009	-0.242
212.00	226.00		145	38.0%	0.65	0.0008	-0.216	1,200	122.00	136.10		101	36.6%	-0.37	0.0009	-0.246
201.55	216.00	10	38	37.8%	0.63	0.0009	-0.221	1,220	132.00	145.80	7	40	36.6%	-0.38	0.0009	-0.249
192.00	206.00	6	62	37.7%	0.62	0.0009	-0.225	1,240	142.40	156.40	6	54	36.6%	-0.40	0.0009	-0.253
182.00	198.00	17	50	37.7%	0.60	0.0009	-0.229	1,260	152.00	169.55	4	60	36.8%	-0.42	0.0010	-0.255
174.65	188.00	1	64	37.6%	0.58	0.0009	-0.233	1,280	164.00	180.00		36	36.8%	-0.44	0.0010	-0.258
164.10	180.00	8	251	37.4%	0.57	0.0009	-0.235	1,300	174.55	191.20	8	28	36.7%	-0.46	0.0010	-0.259
156.00	172.00		55	37.4%	0.55	0.0009	-0.238	1,320	186.00	202.00		19	36.6%	-0.48	0.0010	-0.260
148.00	164.00		97	37.3%	0.53	0.0009	-0.240	1,340	198.00	214.00		73	36.5%	-0.50	0.0010	-0.261
140.00	156.00		53	37.2%	0.51	0.0009	-0.241	1,360	211.90	225.55		12	36.6%	-0.52	0.0010	-0.262
134.00	150.00		63	37.4%	0.50	0.0009	-0.242	1,380	224.00	238.00	2	3	36.5%	-0.54	0.0010	-0.261
126.00	142.00	13	139	37.1%	0.48	0.0009	-0.242	1,400	236.00	252.75	8	4	36.5%	-0.55	0.0010	-0.261
120.05	136.00		69	37.2%	0.47	0.0009	-0.242	1,420	250.00	264.00	4	2	36.3%	-0.57	0.0010	-0.260
114.00	130.00	20	30	37.2%	0.45	0.0009	-0.241	1,440	264.00	278.00	3	11	36.3%	-0.59	0.0010	-0.259
108.00	124.00	3	60	37.2%	0.43	0.0009	-0.241	1,460	278.00	292.20	7	4	36.3%	-0.61	0.0010	-0.257
102.00	118.00		96	37.1%	0.42	0.0009	-0.239	1,480	292.00	308.00	2	2	36.4%	-0.63	0.0010	-0.256
96.05	114.00	10	111	37.2%	0.40	0.0009	-0.238	1,500	306.00	322.50		39	36.3%	-0.65	0.0010	-0.254
90.45	108.00	6	129	37.1%	0.39	0.0009	-0.236	1,520	322.00	336.00		2	36.2%	-0.66	0.0010	-0.251
86.00	102.00	17	34	37.0%	0.38	0.0009	-0.234	1,540	336.00	351.50		1	36.1%	-0.68	0.0010	-0.248
80.85	98.00	1	22	37.0%	0.36	0.0009	-0.231	1,560	352.00	369.95		3	36.5%	-0.70	0.0010	-0.245
76.25	94.00		37	37.1%	0.35	0.0008	-0.229	1,580	368.00	385.95		2	36.5%	-0.71	0.0010	-0.242
72.00	90.00		183	37.1%	0.33	0.0008	-0.226	1,600	384.00	399.50		1	36.2%	-0.73	0.0010	-0.238
68.00	86.00		40	37.1%	0.32	0.0008	-0.223	1,620	400.00	416.25		4	36.1%	-0.74	0.0010	-0.233
67.95	79.80	2	81	37.3%	0.31	0.0008	-0.219	1,640	418.00	433.50		1	36.4%	-0.76	0.0010	-0.229
64.45	78.00	138	144	37.5%	0.30	0.0008	-0.216	1,660	434.00	450.00		1	36.2%	-0.77	0.0010	-0.223
56.55	74.00	5	19	36.9%	0.29	0.0008	-0.212	1,680	452.00	469.00		1	36.7%	-0.79	0.0010	-0.218
53.15	71.95	3	40	37.1%	0.28	0.0008	-0.208	1,700	468.00	484.75		11	36.2%	-0.80	0.0010	-0.212
50.00	67.55		4	37.0%	0.26	0.0008	-0.205	1,720	486.00	502.45		1	36.3%	-0.82	0.0010	-0.206
46.80	64.45	2	43	36.9%	0.25	0.0007	-0.201	1,740	504.00	522.00		4	36.7%	-0.83	0.0010	-0.200
44.00	62.00	6	24	37.0%	0.24	0.0007	-0.197	1,760	522.00	538.50		1	36.5%	-0.84	0.0010	-0.193
47.10	57.10		16	37.5%	0.23	0.0007	-0.193	1,780	540.00	556.50		2	36.4%	-0.86	0.0009	-0.184
42.25	52.25	1	23	36.9%	0.23	0.0007	-0.189	1,800	558.00	574.50		1	36.3%	-0.87	0.0009	-0.181
36.00	54.00	17	39	36.9%	0.22	0.0007	-0.185	1,820	576.00	592.50		1	36.0%	-0.88	0.0009	-0.182
39.45	48.35		41	37.3%	0.21	0.0006	-0.180	1,840	596.00	612.00			36.6%	-0.90	0.0009	-0.179
36.20	46.20	5	58	37.2%	0.20	0.0006	-0.176	1,860	614.00	630.50		1	36.2%	-0.91	0.0009	-0.174

显示的行权价：标的价格 ±50% 范围内。内在价值 = max(0, 价格 − 行权价)（call）或 max(0, 行权价 − 价格)（put）；时间价值 = 期权价格 − 内在价值。希腊字母及隐含波动率来自交易所数据源的计算结果。

波动率微笑 — Sep 17, 2027

波动率页面 →

本到期日各行权价的隐含波动率。价外put通常定价高于call——即偏斜现象。

看涨期权看跌期权

LLY 期权链 Eli Lilly and Company

波动率微笑 — Sep 17, 2027

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